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DTSTART:20191027T030000
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DTSTART:20190331T020000
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UID:calendar.18195.field_data.0@diag.uniroma1.it
DTSTAMP:20221003T183046Z
CREATED:20190604T183830Z
DESCRIPTION:The Linear Complementarity Problem (LCP) consists of finding tw
o nonnegative vectors satisfying linear constraints and complementarity co
nditions between pairs of components of the same order. The LCP has found
many applications in several areas of science\, engineering\, finance and
economics. In this talk the LCP and some important extensions of this prob
lem are first introduced together with some of their most relevant propert
ies and applications. A number of formulations of optimization problems ar
e shown to be formulated as an LCP or one of its extensions. These include
Linear and Quadratic Programming\, Affine Variational Inequalities\, Bile
vel Programming\, Bilinear Programming\, 0-1 Integer Programming\, Fixed-C
harge Problems\, Absolute Value Programming\, Copositive Programming\, Fra
ctional Quadratic Programming\, Linear and Total Least-Squares Problems\,
Eigenvalue Complementarity Problems\, Matrix Condition Number Estimation\,
Clique and Independent Numbers of a Graph and Mathematical Programming wi
th Cardinality Constraints. The most relevant algorithms for solving LCP a
nd its extensions are briefly reviewed. The benefits and drawbacks of solv
ing these optimization problems by using complementarity algorithms applie
d to their formulations are discussed. Finally\, some topics for future re
search are presented at the end of this talk.
DTSTART;TZID=Europe/Paris:20190610T140000
DTEND;TZID=Europe/Paris:20190610T140000
LAST-MODIFIED:20200723T170516Z
LOCATION:Aula Magna -DIAG
SUMMARY:Linear Complementarity Problems: Applications\, Formulations and Al
gorithms - Joaquim Judice
URL;TYPE=URI:http://diag.uniroma1.it/node/18195
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